+365.5%
SHW vs RACE
+647.6%
-282.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.1% |
| 7D | -3.2% | -2.5% | -0.7% | -2.4% |
| 30D | -9.5% | +0.8% | -10.3% | -9.8% |
| 3M | +11.5% | +17.2% | -5.7% | +5.5% |
| 6M | -3.5% | +13.6% | -17.1% | -8.0% |
| YTD | +3.7% | +12.2% | -8.5% | -1.0% |
| 1Y | -7.9% | -16.3% | +8.4% | -3.6% |
| 3Y | +24.7% | +36.4% | -11.7% | +6.3% |
| 5Y | +13.6% | +95.0% | -81.4% | -16.5% |
| 10Y | +283.0% | +813.2% | -530.3% | +93.8% |
| All | +365.5% | +647.6% | -282.1% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling